+95.0%
ENB vs USFD
+326.4%
-231.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.5% |
| 30D | -2.2% | +3.5% | -5.8% | -3.2% |
| 3M | -10.5% | +26.6% | -37.1% | -16.0% |
| 6M | -5.1% | +11.7% | -16.8% | -8.2% |
| YTD | +9.0% | +38.1% | -29.2% | -0.7% |
| 1Y | +8.2% | +33.4% | -25.2% | -0.7% |
| 3Y | +67.8% | +155.8% | -88.1% | +27.7% |
| 5Y | +69.4% | +214.0% | -144.7% | +18.9% |
| All | +95.0% | +326.4% | -231.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling